Yeah, my neighbor was on depo for 3 years, she blew up like a balloon, and now she got off of it, and she gained even more weight (then again, 3 years of no period screws up your system). Anyways, I use nuvaring. It's a silicon ring that you keep in the vagina for 3 weeks, then you remove it for 1 week (in which you'll get your period), then put in a new one and start over. I really like it, especially since I only think about it twice a month, when I put take it out and when I put it in, it even comes with stickers to stick on your calendar. The only downside is the price. With insurance, the pharmacy was going to charge me $30 for one month (most ppl I know who are on the pill pay like $12), but I found out that the university pharmacy sells it to univ. Students for $12.
If you check out the website you can find more info. It also has a lot less hormones than any of the pills.